Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.65 %¶

This Week¶

Return: -1.638 %¶

Total portfolio value¶

Return including deposits: 70.879 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.750000 4482.000000 162.000000 3.750000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.610000 667.380000 28.380000 4.440000 638.999984
NCC B 7 2.330000 660.100000 6.100000 0.930000 653.999997
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SynAct Pharma 9 0.280000 647.100000 2.100000 0.330000 645.000003
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
BONESUPPORT HOLDING 10 -0.240000 1222.000000 -2.000000 -0.160000 1224.000000
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Sdiptech B 3 0.960000 817.800000 -4.200000 -0.510000 822.000000
Addtech B 3 -0.260000 695.400000 -4.600000 -0.660000 699.999999
Latour B 2 -0.270000 444.200000 -4.800000 -1.070000 449.000000
Addnode Group B 6 -0.720000 744.600000 -5.400000 -0.720000 750.000000
Biotage 4 -1.190000 596.800000 -6.200000 -1.030000 603.000000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Investor B 3 -1.120000 648.150000 -7.350000 -1.120000 655.500000
Embracer Group B 26 0.120000 650.910000 -11.090000 -1.680000 661.999988
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -1.280000 646.600000 -21.400000 -3.200000 668.000000
Lime Technologies 2 4.040000 567.000000 -26.000000 -4.380000 593.000000
Vitrolife 3 -1.470000 643.800000 -33.200000 -4.900000 677.000001
Volati 5 -0.190000 539.000000 -35.000000 -6.100000 574.000000
Lundin Gold 7 -0.890000 932.400000 -41.600000 -4.270000 973.999999
Xvivo Perfusion 3 -2.550000 802.500000 -42.500000 -5.030000 845.000001
Creades A 7 -9.260000 555.800000 -55.200000 -9.030000 610.999998
Ambea 68 -1.090000 2473.840000 -63.160000 -2.490000 2537.000032
Investor A 16 -1.100000 3465.600000 -79.400000 -2.240000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.260000 3804.000000 -112.000000 -2.860000 3916.000000
Gaming Innovation Group 161 -2.330000 4041.100000 -146.900000 -3.510000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45832.030000 -890.570000 -1.73826% 46722.599938

Updated:¶

'2023-06-09 15:03:57.259863'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶